+69.6%
CNP vs MTUM
+78.7%
-9.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -2.9% | -2.4% | -0.5% | -2.5% |
| 3M | -7.5% | -3.6% | -3.9% | -7.3% |
| 6M | -7.9% | +23.7% | -31.6% | -13.5% |
| YTD | +3.7% | +22.9% | -19.2% | -2.5% |
| 1Y | +4.6% | +21.8% | -17.2% | -1.6% |
| 3Y | +49.1% | +114.4% | -65.3% | +12.5% |
| All | +69.6% | +78.7% | -9.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling